| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
995.25 |
989.75 |
-5.50 |
-0.6% |
981.75 |
| High |
1,003.75 |
1,011.25 |
7.50 |
0.7% |
1,011.25 |
| Low |
985.75 |
984.75 |
-1.00 |
-0.1% |
978.00 |
| Close |
990.50 |
1,002.00 |
11.50 |
1.2% |
1,002.00 |
| Range |
18.00 |
26.50 |
8.50 |
47.2% |
33.25 |
| ATR |
16.42 |
17.14 |
0.72 |
4.4% |
0.00 |
| Volume |
1,751 |
1,667 |
-84 |
-4.8% |
9,227 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,078.75 |
1,067.00 |
1,016.50 |
|
| R3 |
1,052.25 |
1,040.50 |
1,009.25 |
|
| R2 |
1,025.75 |
1,025.75 |
1,006.75 |
|
| R1 |
1,014.00 |
1,014.00 |
1,004.50 |
1,020.00 |
| PP |
999.25 |
999.25 |
999.25 |
1,002.25 |
| S1 |
987.50 |
987.50 |
999.50 |
993.50 |
| S2 |
972.75 |
972.75 |
997.25 |
|
| S3 |
946.25 |
961.00 |
994.75 |
|
| S4 |
919.75 |
934.50 |
987.50 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,096.75 |
1,082.75 |
1,020.25 |
|
| R3 |
1,063.50 |
1,049.50 |
1,011.25 |
|
| R2 |
1,030.25 |
1,030.25 |
1,008.00 |
|
| R1 |
1,016.25 |
1,016.25 |
1,005.00 |
1,023.25 |
| PP |
997.00 |
997.00 |
997.00 |
1,000.50 |
| S1 |
983.00 |
983.00 |
999.00 |
990.00 |
| S2 |
963.75 |
963.75 |
996.00 |
|
| S3 |
930.50 |
949.75 |
992.75 |
|
| S4 |
897.25 |
916.50 |
983.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,011.25 |
978.00 |
33.25 |
3.3% |
18.00 |
1.8% |
72% |
True |
False |
1,845 |
| 10 |
1,011.25 |
960.00 |
51.25 |
5.1% |
16.25 |
1.6% |
82% |
True |
False |
1,736 |
| 20 |
1,011.25 |
861.50 |
149.75 |
14.9% |
17.50 |
1.7% |
94% |
True |
False |
1,866 |
| 40 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.00 |
1.7% |
94% |
True |
False |
1,647 |
| 60 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.25 |
1.7% |
94% |
True |
False |
1,131 |
| 80 |
1,011.25 |
816.50 |
194.75 |
19.4% |
17.25 |
1.7% |
95% |
True |
False |
852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,124.00 |
|
2.618 |
1,080.75 |
|
1.618 |
1,054.25 |
|
1.000 |
1,037.75 |
|
0.618 |
1,027.75 |
|
HIGH |
1,011.25 |
|
0.618 |
1,001.25 |
|
0.500 |
998.00 |
|
0.382 |
994.75 |
|
LOW |
984.75 |
|
0.618 |
968.25 |
|
1.000 |
958.25 |
|
1.618 |
941.75 |
|
2.618 |
915.25 |
|
4.250 |
872.00 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,000.75 |
1,000.75 |
| PP |
999.25 |
999.25 |
| S1 |
998.00 |
998.00 |
|